Olivier SCAILLET
Full Professor
Geneva Finance Research Institute
Director, Geneva Finance Research Institute
Ph.D., Universit茅 Paris-Dauphine
Uni Pignon - 411
+41 22 379 88 16
E-mail
Short bio
Olivier Scaillet is Professor of Probability and Statistics at the 玉美人传媒. He holds a PhD in Applied Mathematics from the 玉美人传媒 of Paris IX Dauphine. Oliver Scaillet is Deputy Director ( Education) of the GFRI. His research interests are in Asset Pricing, Econometric Theory and Econometrics applied to Finance and Insurance.
Research & publications
Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy, with L. Camponovo and F. Trojani, Journal of Financial Econometrics, 15, 3, (2017), 377-387.
Time-varying risk premium in large cross-sectional equity datasets with P. Gagliardini and E. Ossola, Econometrica, 84, 3, (2016), 985-1046.
On ill-posedness of nonparametric instrumental variable regression with convexity constraints, The Econometrics Journal, 19, (2016), 232-236.
A specification test for nonparametric instrumental variable regression, with P. Gagliardini, forthcoming in Annals of Economics and Statistics, Special Issue on "Inverse Problems in Econometrics".
听
